Numerical inversion methods for computing approximate p-values

DOI10.1007/S10614-005-9011-5zbMATH Open1101.62007OpenAlexW1975428654MaRDI QIDQ2432015FDOQ2432015

Authors Hiroyuki Kawakatsu 

Publication date 25 October 2006

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-005-9011-5

zbMATH Keywords

characteristic functiontail probabilitylinear regressionnumerical transform inversion

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03)

Recommendations

• Numerical methods for inverse problems
• Publication:4735044
• Numerical methods for solving inverse boundary value problem of partial differential equation
• Numerical methods for parameter estimation in Poisson data inversion
• Numerical Methods for Inverse Singular Value Problems
• Numerical methods for solving inverse Sturm-Liouville problems
• Numerical algorithm for inverse problem with respect to the potential
• The estimation of approximation error using inverse problem and a set of numerical solutions
• Numerical Solution Of Inverse Problem For Elliptic Pdes
• Numerical methods for nonlinear inverse problems

Cites Work

• scientific article; zbMATH DE number 2063761 (Why is no real title available?)
• scientific article; zbMATH DE number 3802727 (Why is no real title available?)
• scientific article; zbMATH DE number 1424149 (Why is no real title available?)
• scientific article; zbMATH DE number 957960 (Why is no real title available?)
• Algorithm 682: Talbot's method of the Laplace inversion problems
• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
• Multi-precision Laplace transform inversion
• Testing for the Constancy of Parameters Over Time
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• The Fourier-series method for inverting transforms of probability distributions

Cited In (1)

• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics

Uses Software

• QUADPACK
• Algorithm 682
• Algorithm 368

This page was built for publication: Numerical inversion methods for computing approximate \(p\)-values

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432015)